-99.9%
UVXY vs RVMD
+622.3%
-722.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.2% | -7.0% | -6.7% |
| 7D | +2.8% | -3.0% | +5.8% | +1.3% |
| 30D | -11.4% | -0.7% | -10.6% | -11.5% |
| 3M | -41.5% | +36.5% | -78.1% | -30.5% |
| 6M | -61.0% | +104.6% | -165.7% | -39.8% |
| YTD | -49.8% | +155.8% | -205.7% | -10.4% |
| 1Y | -66.4% | +340.7% | -407.1% | -16.7% |
| 3Y | -94.8% | +519.9% | -614.7% | -80.1% |
| 5Y | -99.7% | +584.9% | -684.6% | -98.2% |
| All | -99.9% | +622.3% | -722.3% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RVMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling